-36.1%
LULU vs OTIS
+91.3%
-127.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.3% |
| 7D | -1.6% | -3.0% | +1.3% | -0.3% |
| 30D | -18.1% | -6.0% | -12.1% | -15.7% |
| 3M | -18.8% | -0.9% | -17.9% | -18.5% |
| 6M | -39.2% | -17.3% | -21.9% | -34.1% |
| YTD | -52.4% | -19.6% | -32.8% | -47.8% |
| 1Y | -40.3% | -21.0% | -19.3% | -34.0% |
| 3Y | -75.1% | -12.1% | -63.0% | -74.4% |
| 5Y | -76.7% | -17.1% | -59.7% | -76.3% |
| All | -36.1% | +91.3% | -127.4% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OTIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling